+356.5%
BLDR vs TDY
+1,740.0%
-1,383.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -0.5% |
| 7D | -2.7% | -1.8% | -0.9% | -1.0% |
| 30D | -14.7% | -13.8% | -0.9% | -3.0% |
| 3M | -20.8% | -3.9% | -16.9% | -18.2% |
| 6M | -35.3% | -9.0% | -26.4% | -30.1% |
| YTD | -40.3% | +16.5% | -56.9% | -48.6% |
| 1Y | -56.3% | +9.3% | -65.6% | -60.2% |
| 3Y | -56.1% | +45.1% | -101.2% | -69.9% |
| 5Y | +12.9% | +35.0% | -22.1% | -18.4% |
| 10Y | +386.5% | +469.0% | -82.5% | -16.4% |
| All | +356.5% | +1,740.0% | -1,383.5% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling